FIG. 1 shows a conventional shielding device 10, which is normally mounted on a printed circuit board (PCB), on which various electronic components are arranged for electrical connection. The shielding device 10 includes an upper cover 11 and a lower frame 15. The upper cover 11 has four downward bent sidewalls 13 formed by stamping. Any two adjacent sidewalls 13 are not connected with each other but to leave a clearance 14 between them. The lower frame 15 is integrally formed and bent by stamping, and a small opening 17 is formed at an upper end of each joint 16 of two adjacent sides of the lower frame 15. When the upper cover 11 is closed onto the lower frame 15, a through hole would exist at each top corner of the upper cover 11 as a result of the clearance 14 and the small opening 17 formed thereat, as indicated by the arrow 18. Electric waves could enter into or leak from the shielding device via these through holes to interfere with communication and end anger human body health. Therefore, it is necessary to improve the conventional shielding device.